Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52123.73 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47951.27 Kr¶

PnL: ---------------------------------------> -975.23 Kr¶

DD now: ---------------------------------> -1.876 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 17:22:50.594304'

Anic Portfolio¶

Today¶

Return: -0.368 %¶

This Week¶

Return: -0.368 %¶

Total portfolio value¶

Return including deposits: 70.64 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.800000 880.500000 35.500000 4.200000 845.000001
Svolder B 35 2.110000 2201.500000 28.000000 1.290000 2173.500000
Biotage 4 1.100000 625.200000 22.200000 3.680000 603.000000
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
BHG Group 49 -5.490000 658.560000 19.560000 3.060000 638.999984
Addtech B 3 1.620000 714.600000 14.600000 2.090000 699.999999
Embracer Group B 26 0.330000 676.260000 14.260000 2.150000 661.999988
Vitrolife 3 2.310000 691.200000 14.200000 2.100000 677.000001
SynAct Pharma 9 -2.540000 657.000000 12.000000 1.860000 645.000003
Fortnox 10 4.590000 676.700000 8.700000 1.300000 668.000000
Indutrade 5 1.370000 1328.500000 8.500000 0.640000 1320.000000
Addnode Group B 6 1.280000 759.000000 7.000000 0.930000 751.999998
Latour B 2 1.700000 453.600000 4.600000 1.020000 449.000000
NCC B 7 -0.110000 658.000000 4.000000 0.610000 653.999997
Sdiptech B 3 -0.510000 825.000000 3.000000 0.360000 822.000000
Volati 5 -3.040000 575.000000 1.000000 0.170000 574.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Nolato B 12 -1.910000 645.600000 -2.400000 -0.370000 648.000000
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Investor B 3 0.600000 649.500000 -8.500000 -1.290000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
BONESUPPORT HOLDING 10 -1.780000 1211.000000 -13.000000 -1.060000 1224.000000
Lime Technologies 2 -2.690000 578.000000 -15.000000 -2.530000 593.000000
Humana 40 2.360000 658.400000 -15.600000 -2.310000 674.000000
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Balco Group 39 -2.830000 1807.650000 -67.350000 -3.590000 1874.999997
Ambea 68 0.390000 2468.400000 -68.600000 -2.700000 2537.000032
Investor A 16 0.510000 3473.600000 -71.400000 -2.010000 3545.000000
Gaming Innovation Group 161 1.590000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 40 -1.390000 3765.600000 -150.400000 -3.840000 3916.000000
Sedana Medical 135 -6.090000 4160.700000 -170.300000 -3.930000 4330.999935
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -2.920000 2582.600000 -384.400000 -12.960000 2966.999993
TOTAL 47951.270000 -975.230000 -1.87615% 48926.499863

Updated:¶

'2023-06-13 17:23:07.435674'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶